Quantitative Researcher - FX
Tasks
- Build foreign exchange pre trade pricing analytics
- Develop fx risk modelling conventions
- Develop pricing and risk analytics tools
- Maintain cross asset pricing library
- Support traders with pnl risk explain
Perks/Benefits
- N/A
Skills/Tech-stack
C++ | Derivatives | Exotics | Finite difference | Finite element | Foreign Exchange | Local Correlation | Monte Carlo | Stochastic Volatility
Education
N/A
Roles
Analyst | Quantitative Analyst | Quantitative Researcher | Researcher
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